Re: [amibroker] Placing orders for only the highest scored tickers

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Herman

 

How about converting your scores to a percentile, then you always have a scale of zero to 100. Then just trade scores over 90.

 

 

 

----- Original Message -----

From: Herman

To: _AmiBroker

Sent: Monday, April 16, 2007 7:39 AM

Subject: [amibroker] Placing orders for only the highest scored tickers

I have a portfolio system that trades n tickers from a N100 WatchList, however the trades are intraday LMT orders and I cannot know beforehand which tickers will give me a trade. 

To prevent me from having to place 100 sets of orders I want to only place orders for the n top-scored tickers. The score would rank my tickers on probability of getting a trade based on past performance. This may cause me to trade a partial portfolio at times but that is OK.

Would anybody know how to go about this in a simple way, i.e without resorting to OLE or the custom Backtester?

herman

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